August is not the best time to be extracting big bucks from the market. I'm trading more to keep my hand in than anything else (a lot of people are just taking the time off), and the infrequency is taken care of by the system I use.

The P/L continues to be good because my system keeps me out of nearly all losing trades. But the degree of "P" is not what it has been. Which is to be expected.

In the meantime, I continue to play with range-trading systems but still haven't found anything that suits. At least I'm not throwing money into the incinerator

i also know that periods of decreased volatility will lead to increased volatility, and vice versa. i had an absolutely super duper may, and figured there'd be some time where i'd have almost no opportunities.

that's august. (fortunately, i was able to make good coin off WAVX, so my P is fine). and i'm confident that september or october will offer a fair number of opportunities.

so, what am i doing? playing with my daughter, stopping work at noon-ish and doing work around the house, watching some DVDs, calling friends, etc.

i figure i'll miss the first day that action happens in the afternoon...which is fine. i worked hard to make my money - i don't want to give it back when there's no edge.

On the real-time simulator, working on position sizing. With a discretionary method, it's a tough thing to back test, so i'm forward testing it. I'm trying to figure out if it makes sense to add contracts on repeat signals.